Select the value that best reflects the average cost of capital you expect over the next 20 years.
This is the sum of the real risk-free interest rate and a market risk premium; historically, it has been around 7%.
Market valuation
Select a positive value to reflect how much you believe the market is overpriced, a negative value to reflect how much you believe it’s underpriced, or zero if you think it’s currently fairly priced.
Years to revert to fair value
Select the number of years you believe it will take the market to return to fair value. Note that if you selected zero for the current market valuation, the chart will automatically set this field as zero as well.
Real growth
Select the average rate of annual corporate-profit growth you expect over the next 20 years. Over the long term, corporate-profit growth has tracked real GDP growth and hovered between 2% and 3% a year for mature economies.
Generally speaking, a company cannot grow in perpetuity faster than the cost of capital. If you choose 5% growth, please choose a cost of capital higher than 5%.
Inflation
Choose a positive value to reflect your expectations of inflation over the next 20 years. Choose a negative value if you believe the economy will descend into deflation. As a benchmark, inflation reached a high of 13.5% in 1980, and from 2004 to 2012, it averaged around 2.5%. No country has sustained extremes of inflation or deflation (for example, 15% or –2%) over the long term without economic collapse.
S&P 500 level
Enter today’s value. This sets the starting point for the rest of the simulation.